+10.9%
ZBRA vs RNG
+128.1%
-117.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | -3.4% | -6.1% | +2.7% | -2.4% |
| 30D | -7.4% | +9.6% | -17.0% | -9.0% |
| 3M | +57.5% | +83.3% | -25.8% | +43.1% |
| 6M | +64.0% | +77.9% | -14.0% | +47.4% |
| YTD | +44.3% | +139.9% | -95.6% | +19.7% |
| 1Y | +10.9% | +121.7% | -110.8% | -9.9% |
| All | +10.9% | +128.1% | -117.2% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling